Estimate portfolio risk according to risk proxy associated with corresponding object
estimates portfolio risk according to the risk proxy associated with the
corresponding object (prsk
= estimatePortRisk(obj
,pwgt
)obj
) for
Portfolio
, PortfolioCVaR
, or
PortfolioMAD
objects. For details on the respective
workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow,
and PortfolioMAD Object Workflow.
You can also use dot notation to estimate portfolio risk according to the risk proxy
associated with the corresponding object
(obj
).
prsk = obj.estimatePortRisk(pwgt);
estimateFrontierByReturn
| estimateFrontierByRisk
| estimatePortStd
| estimatePortVaR
| rng